+701.1%
FCX vs ALLY
+178.4%
+522.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.3% | +8.7% | +7.4% |
| 7D | +5.7% | +1.0% | +4.7% | +4.9% |
| 30D | +10.1% | -3.3% | +13.3% | +11.9% |
| 3M | +20.2% | +0.5% | +19.7% | +19.3% |
| 6M | +29.7% | +12.6% | +17.1% | +19.6% |
| YTD | +51.9% | -4.7% | +56.6% | +54.3% |
| 1Y | +66.0% | +5.2% | +60.7% | +58.1% |
| 3Y | +102.7% | +66.5% | +36.3% | +38.0% |
| 5Y | +138.9% | +0.2% | +138.6% | +112.8% |
| 10Y | +701.1% | +180.8% | +520.3% | +249.8% |
| All | +701.1% | +178.4% | +522.7% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling